+1,587.5%
AMAT vs WWD
+478.9%
+1,108.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.7% |
| 7D | -1.5% | +1.3% | -2.8% | -2.2% |
| 30D | -14.8% | -7.2% | -7.6% | -11.5% |
| 3M | -9.3% | -3.8% | -5.4% | -7.9% |
| 6M | +27.4% | -9.9% | +37.3% | +33.7% |
| YTD | +77.6% | +14.8% | +62.7% | +63.0% |
| 1Y | +188.9% | +42.1% | +146.9% | +135.5% |
| 3Y | +202.3% | +170.8% | +31.5% | +73.5% |
| 5Y | +248.9% | +197.5% | +51.4% | +87.5% |
| All | +1,587.5% | +478.9% | +1,108.6% | +546.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling